CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 1048-0 1070-0 22-0 2.1% 1016-0
High 1055-0 1071-0 16-0 1.5% 1059-0
Low 1044-4 1050-0 5-4 0.5% 1010-0
Close 1053-4 1052-4 -1-0 -0.1% 1053-4
Range 10-4 21-0 10-4 100.0% 49-0
ATR 0-0 19-3 19-3 0-0
Volume 15,651 12,671 -2,980 -19.0% 61,520
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 1120-7 1107-5 1064-0
R3 1099-7 1086-5 1058-2
R2 1078-7 1078-7 1056-3
R1 1065-5 1065-5 1054-3 1061-6
PP 1057-7 1057-7 1057-7 1055-7
S1 1044-5 1044-5 1050-5 1040-6
S2 1036-7 1036-7 1048-5
S3 1015-7 1023-5 1046-6
S4 994-7 1002-5 1041-0
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 1187-7 1169-5 1080-4
R3 1138-7 1120-5 1067-0
R2 1089-7 1089-7 1062-4
R1 1071-5 1071-5 1058-0 1080-6
PP 1040-7 1040-7 1040-7 1045-3
S1 1022-5 1022-5 1049-0 1031-6
S2 991-7 991-7 1044-4
S3 942-7 973-5 1040-0
S4 893-7 924-5 1026-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1071-0 1017-0 54-0 5.1% 19-6 1.9% 66% True False 12,954
10 1071-0 966-0 105-0 10.0% 18-0 1.7% 82% True False 11,676
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1160-2
2.618 1126-0
1.618 1105-0
1.000 1092-0
0.618 1084-0
HIGH 1071-0
0.618 1063-0
0.500 1060-4
0.382 1058-0
LOW 1050-0
0.618 1037-0
1.000 1029-0
1.618 1016-0
2.618 995-0
4.250 960-6
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 1060-4 1053-4
PP 1057-7 1053-1
S1 1055-1 1052-7

These figures are updated between 7pm and 10pm EST after a trading day.

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